It will eventually stop foaming. Just make sure you keep checking it before you start it. The fluid in the cylinders does not flow through them. It pushes on either side of the piston. So depending on which side of the piston the cylinder has air in it, and how much air, it can take several cycles to get it all out. I've rebuilt and replaced several cylinders and never filled them with oil beforehand.
I usually just move the arms up and down a small amount at first and then check the fluid, let the foam dissipate, repeat until no foam, then move the arms a little further and so on until the foam stops.
The foam in the tank floats to the top so you are not recirculating it. The cylinder will have some fluid in it on both sides of the piston so the seals will be lubricated. The arms being rough could be the fact that only one cylinder is moving them and the other has air in it.
I would be more worried if your arms were acting up and there was no foam.